feat(measure_theory/measure/measure_space): add measure_Union_of_null_inter (#9307)

From #2819

Author: alexjbest

src/measure_theory/measure/measure_space.lean

@@ -217,6 +217,40 @@ begin
   exact supr_le (λ s, sum_measure_le_measure_univ (λ i hi, hs i) (λ i hi j hj hij, H i j hij))
 end
 
+lemma measure_Union_of_null_inter [encodable ι] {f : ι → set α} (h : ∀ i, measurable_set (f i))
+  (hn : pairwise ((λ S T, μ (S ∩ T) = 0) on f)) : μ (⋃ i, f i) = ∑' i, μ (f i) :=
+begin
+  have h_null : μ (⋃ (ij : ι × ι) (hij : ij.fst ≠ ij.snd), f ij.fst ∩ f ij.snd) = 0,
+  { rw measure_Union_null_iff,
+    rintro ⟨i, j⟩,
+    by_cases hij : i = j,
+    { simp [hij], },
+    { suffices : μ (f i ∩ f j) = 0,
+      { simpa [hij], },
+      apply hn i j hij, }, },
+  have h_pair : pairwise (disjoint on
+    (λ i, f i \ (⋃ (ij : ι × ι) (hij : ij.fst ≠ ij.snd), f ij.fst ∩ f ij.snd))),
+  { intros i j hij x hx,
+    simp only [not_exists, exists_prop, mem_Union, mem_inter_eq, not_and,
+      inf_eq_inter, ne.def, mem_diff, prod.exists] at hx,
+    simp only [mem_empty_eq, bot_eq_empty],
+    rcases hx with ⟨⟨hx_left_left, hx_left_right⟩, hx_right_left, hx_right_right⟩,
+    exact hx_left_right _ _ hij hx_left_left hx_right_left, },
+  have h_meas :
+    ∀ i, measurable_set (f i \ (⋃ (ij : ι × ι) (hij : ij.fst ≠ ij.snd), f ij.fst ∩ f ij.snd)),
+  { intro w,
+    apply (h w).diff,
+    apply measurable_set.Union,
+    rintro ⟨i, j⟩,
+    by_cases hij : i = j,
+    { simp [hij], },
+    { simp [hij, measurable_set.inter (h i) (h j)], }, },
+  have : μ _ = _ := measure_Union h_pair h_meas,
+  rw ← Union_diff at this,
+  simp_rw measure_diff_null h_null at this,
+  exact this,
+end
+
 /-- Pigeonhole principle for measure spaces: if `∑' i, μ (s i) > μ univ`, then
 one of the intersections `s i ∩ s j` is not empty. -/
 lemma exists_nonempty_inter_of_measure_univ_lt_tsum_measure {m : measurable_space α} (μ : measure α)